Download statistical decision problems selected concepts and portfolio safeguard case studies springer optimization and its applications in pdf or read statistical decision problems selected concepts and portfolio safeguard case studies springer optimization and its applications in pdf online books in PDF, EPUB and Mobi Format. Click Download or Read Online button to get statistical decision problems selected concepts and portfolio safeguard case studies springer optimization and its applications in pdf book now. This site is like a library, Use search box in the widget to get ebook that you want.



Statistical Decision Problems

Author: Michael Zabarankin
Publisher: Springer Science & Business Media
ISBN: 1461484715
Size: 66.80 MB
Format: PDF, Docs
View: 5030
Download and Read
Statistical Decision Problems presents a quick and concise introduction into the theory of risk, deviation and error measures that play a key role in statistical decision problems. It introduces state-of-the-art practical decision making through twenty-one case studies from real-life applications. The case studies cover a broad area of topics and the authors include links with source code and data, a very helpful tool for the reader. In its core, the text demonstrates how to use different factors to formulate statistical decision problems arising in various risk management applications, such as optimal hedging, portfolio optimization, cash flow matching, classification, and more. The presentation is organized into three parts: selected concepts of statistical decision theory, statistical decision problems, and case studies with portfolio safeguard. The text is primarily aimed at practitioners in the areas of risk management, decision making, and statistics. However, the inclusion of a fair bit of mathematical rigor renders this monograph an excellent introduction to the theory of general error, deviation, and risk measures for graduate students. It can be used as supplementary reading for graduate courses including statistical analysis, data mining, stochastic programming, financial engineering, to name a few. The high level of detail may serve useful to applied mathematicians, engineers, and statisticians interested in modeling and managing risk in various applications.

Modeling Dynamics Optimization And Bioeconomics Ii

Author: Alberto A. Pinto
Publisher: Springer
ISBN: 3319552368
Size: 24.58 MB
Format: PDF, Docs
View: 1330
Download and Read
The concepts and techniques presented in this volume originated from the fields of dynamics, statistics, control theory, computer science and informatics, and are applied to novel and innovative real-world applications. Over the past few decades, the use of dynamic systems, control theory, computing, data mining, machine learning and simulation has gained the attention of numerous researchers from all over the world. Admirable scientific projects using both model-free and model-based methods coevolved at today’s research centers and are introduced in conferences around the world, yielding new scientific advances and helping to solve important real-world problems. One important area of progress is the bioeconomy, where advances in the life sciences are used to produce new products in a sustainable and clean manner. In this book, scientists from all over the world share their latest insights and important findings in the field. The majority of the contributed papers for this volume were written by participants of the 3rd International Conference on Dynamics, Games and Science, DGSIII, held at the University of Porto in February 2014, and at the Berkeley Bioeconomy Conference at the University of California at Berkeley in March 2014. The aim of the project of this book “Modeling, Dynamics, Optimization and Bioeconomics II” follows the same aim as its companion piece, “Modeling, Dynamics, Optimization and Bioeconomics I,” namely, the exploration of emerging and cutting-edge theories and methods for modeling, optimization, dynamics and bioeconomy.

Financial Signal Processing And Machine Learning

Author: Ali N. Akansu
Publisher: John Wiley & Sons
ISBN: 1118745647
Size: 59.76 MB
Format: PDF, ePub
View: 5871
Download and Read
The modern financial industry has been required to deal with large and diverse portfolios in a variety of asset classes often with limited market data available. Financial Signal Processing and Machine Learning unifies a number of recent advances made in signal processing and machine learning for the design and management of investment portfolios and financial engineering. This book bridges the gap between these disciplines, offering the latest information on key topics including characterizing statistical dependence and correlation in high dimensions, constructing effective and robust risk measures, and their use in portfolio optimization and rebalancing. The book focuses on signal processing approaches to model return, momentum, and mean reversion, addressing theoretical and implementation aspects. It highlights the connections between portfolio theory, sparse learning and compressed sensing, sparse eigen-portfolios, robust optimization, non-Gaussian data-driven risk measures, graphical models, causal analysis through temporal-causal modeling, and large-scale copula-based approaches. Key features: Highlights signal processing and machine learning as key approaches to quantitative finance. Offers advanced mathematical tools for high-dimensional portfolio construction, monitoring, and post-trade analysis problems. Presents portfolio theory, sparse learning and compressed sensing, sparsity methods for investment portfolios. including eigen-portfolios, model return, momentum, mean reversion and non-Gaussian data-driven risk measures with real-world applications of these techniques. Includes contributions from leading researchers and practitioners in both the signal and information processing communities, and the quantitative finance community.

Smart City Networks

Author: Stamatina Th. Rassia
Publisher: Springer
ISBN: 3319613138
Size: 42.21 MB
Format: PDF, Docs
View: 6961
Download and Read
This book both analyzes and synthesizes new cutting-edge theories and methods for future design implementations in smart cities through interdisciplinary synergizing of architecture, technology, and the Internet of Things (IoT). Implementation of IoT enables the collection and data exchange of objects embedded with electronics, software, sensors, and network connectivity. Recently IoT practices have moved into uniquely identifiable objects that are able to transfer data directly into networks. This book features new technologically advanced ideas, highlighting properties of smart future city networks. Chapter contributors include theorists, computer scientists, mathematicians, and interdisciplinary planners, who currently work on identifying theories, essential elements, and practices where the IoT can impact the formation of smart cities and sustainability via optimization, network analyses, data mining, mathematical modeling and engineering. Moreover, this book includes research-based theories and real world practices aimed toward graduate researchers, experts, practitioners and the general public interested in architecture, engineering, mathematical modeling, industrial design, computer science technologies, and related fields.

Decision Making In Manufacturing Environment Using Graph Theory And Fuzzy Multiple Attribute Decision Making Methods

Author: R. Venkata Rao
Publisher: Springer Science & Business Media
ISBN: 1447143752
Size: 21.89 MB
Format: PDF
View: 905
Download and Read
Decision Making in Manufacturing Environment Using Graph Theory and Fuzzy Multiple Attribute Decision Making Methods presents the concepts and details of applications of MADM methods. A range of methods are covered including Analytic Hierarchy Process (AHP), Technique for Order Preference by Similarity to Ideal Solution (TOPSIS), VIšekriterijumsko KOmpromisno Rangiranje (VIKOR), Data Envelopment Analysis (DEA), Preference Ranking METHod for Enrichment Evaluations (PROMETHEE), ELimination Et Choix Traduisant la Realité (ELECTRE), COmplex PRoportional ASsessment (COPRAS), Grey Relational Analysis (GRA), UTility Additive (UTA), and Ordered Weighted Averaging (OWA). The existing MADM methods are improved upon and three novel multiple attribute decision making methods for solving the decision making problems of the manufacturing environment are proposed. The concept of integrated weights is introduced in the proposed subjective and objective integrated weights (SOIW) method and the weighted Euclidean distance based approach (WEDBA) to consider both the decision maker’s subjective preferences as well as the distribution of the attributes data of the decision matrix. These methods, which use fuzzy logic to convert the qualitative attributes into the quantitative attributes, are supported by various real-world application examples. Also, computer codes for AHP, TOPSIS, DEA, PROMETHEE, ELECTRE, COPRAS, and SOIW methods are included. This comprehensive coverage makes Decision Making in Manufacturing Environment Using Graph Theory and Fuzzy Multiple Attribute Decision Making Methods a key reference for the designers, manufacturing engineers, practitioners, managers, institutes involved in both design and manufacturing related projects. It is also an ideal study resource for applied research workers, academicians, and students in mechanical and industrial engineering.

Dynamics Of Disasters Key Concepts Models Algorithms And Insights

Author: Ilias S. Kotsireas
Publisher: Springer
ISBN: 3319437097
Size: 19.51 MB
Format: PDF, Docs
View: 7458
Download and Read
This volume results from the “Second International Conference on Dynamics of Disasters” held in Kalamata, Greece, June 29-July 2, 2015. The conference covered particular topics involved in natural and man-made disasters such as war, chemical spills, and wildfires. Papers in this volume examine the finer points of disasters through: Critical infrastructure protection Resiliency Humanitarian logistic Relief supply chains Cooperative game theory Dynamical systems Decision making under risk and uncertainty Spread of diseases Contagion Funding for disaster relief Tools for emergency preparedness Response, and risk mitigation Multi-disciplinary theories, tools, techniques and methodologies are linked with disasters from mitigation and preparedness to response and recovery. The interdisciplinary approach to problems in economics, optimization, government, management, business, humanities, engineering, medicine, mathematics, computer science, behavioral studies, emergency services, and environmental studies will engage readers from a wide variety of fields and backgrounds.

Real World Decision Support Systems

Author: Jason Papathanasiou
Publisher: Springer
ISBN: 3319439162
Size: 67.78 MB
Format: PDF, Kindle
View: 3485
Download and Read
This book presents real-world decision support systems, i.e., systems that have been running for some time and as such have been tested in real environments and complex situations; the cases are from various application domains and highlight the best practices in each stage of the system’s life cycle, from the initial requirements analysis and design phases to the final stages of the project. Each chapter provides decision-makers with recommendations and insights into lessons learned so that failures can be avoided and successes repeated. For this reason unsuccessful cases, which at some point of their life cycle were deemed as failures for one reason or another, are also included. All decision support systems are presented in a constructive, coherent and deductive manner to enhance the learning effect. It complements the many works that focus on theoretical aspects or individual module design and development by offering ‘good’ and ‘bad’ practices when developing and using decision support systems. Combining high-quality research with real-world implementations, it is of interest to researchers and professionals in industry alike.

Multi Criteria Decision Analysis To Support Healthcare Decisions

Author: Kevin Marsh
Publisher: Springer
ISBN: 3319475401
Size: 14.17 MB
Format: PDF, Docs
View: 2559
Download and Read
Representing the first collection on the topic, this book builds from foundations to case studies, to future prospects, providing the reader with a rich and comprehensive understanding of the use of multi-criteria decision analysis (MCDA) in healthcare. The first section of the collection presents the foundations of MCDA as it is applied to healthcare decisions, providing guidance on the ethical and theoretical underpinnings of MCDA and how to select MCDA methods appropriate to different decision settings. Section two comprises a collection of case studies spanning the decision continuum, including portfolio development, benefit–risk assessment, health technology assessment, priority setting, resource optimisation, clinical practice and shared decision making. Section three explores future directions in the application of MCDA to healthcare and identifies opportunities for further research to support these.

A Primer On Nonmarket Valuation

Author: Patricia A. Champ
Publisher: Springer
ISBN: 9400771045
Size: 78.10 MB
Format: PDF, ePub
View: 2620
Download and Read
This is a practical book with clear descriptions of the most commonly used nonmarket methods. The first chapters of the book provide the context and theoretical foundation of nonmarket valuation along with a discussion of data collection procedures. The middle chapters describe the major stated- and revealed-preference valuation methods. For each method, the steps involved in implementation are laid out and carefully explained with supporting references from the published literature. The final chapters of the book examine the relevance of experimentation to economic valuation, the transfer of existing nonmarket values to new settings, and assessments of the reliability and validity of nonmarket values. The book is relevant to individuals in many professions at all career levels. Professionals in government agencies, attorneys involved with natural resource damage assessments, graduate students, and others will appreciate the thorough descriptions of how to design, implement, and analyze a nonmarket valuation study.

Rangeland Systems

Author: David D. Briske
Publisher: Springer
ISBN: 3319467093
Size: 68.54 MB
Format: PDF, ePub, Docs
View: 5409
Download and Read
This book is open access under a CC BY-NC 2.5 license. This book provides an unprecedented synthesis of the current status of scientific and management knowledge regarding global rangelands and the major challenges that confront them. It has been organized around three major themes. The first summarizes the conceptual advances that have occurred in the rangeland profession. The second addresses the implications of these conceptual advances to management and policy. The third assesses several major challenges confronting global rangelands in the 21st century. This book will compliment applied range management textbooks by describing the conceptual foundation on which the rangeland profession is based. It has been written to be accessible to a broad audience, including ecosystem managers, educators, students and policy makers. The content is founded on the collective experience, knowledge and commitment of 80 authors who have worked in rangelands throughout the world. Their collective contributions indicate that a more comprehensive framework is necessary to address the complex challenges confronting global rangelands. Rangelands represent adaptive social-ecological systems, in which societal values, organizations and capacities are of equal importance to, and interact with, those of ecological processes. A more comprehensive framework for rangeland systems may enable management agencies, and educational, research and policy making organizations to more effectively assess complex problems and develop appropriate solutions.